Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485619.5125 | 392279.4493 | 93340.0632 | -162607.0563 | 1088823.1778 | -1251430.2341 |
Total P&L (%) | 485.6195 | 392.2794 | 93.3401 | -162.6071 | 1088.8232 | -1251.4302 |
Avg Daily Profit (%) | 0.2553 | 0.2062 | 0.0491 | 0 | 0.1302 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173398 | -125192 | -150277 | -1294386 | -86360 | -1499601 |
Profit Factor | 1.7712 | 2.2002 | 1.3083 | 0.9181 | 4.7718 | 0.2629 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 43 | 22 | 21 | 46 | 25 | 21 |
Losing Trades | 42 | 21 | 21 | 39 | 18 | 21 |
Profitability (%) | 50.5882 | 51.1628 | 50 | 54.1176 | 58.1395 | 50 |
Ratio Avg Win / Avg Loss | 1.7301 | 2.1002 | 1.3083 | 0.7784 | 3.4357 | 0.2629 |
Largest Winning Trade | 209457 | 209457 | 58646 | 497872 | 497872 | 135166 |
Largest Losing Trade | -106883 | -51109 | -106883 | -996996 | -86360 | -996996 |
Avg Bars in Trades | 64 | 52 | 77 | 64 | 52 | 77 |
Avg Bars in Winners | 90 | 70 | 111 | 49 | 47 | 51 |
Avg Bars in Losers | 38 | 33 | 44 | 83 | 58 | 104 |
Bars Traded | 5522 | 2249 | 3274 | 5522 | 2249 | 3274 |
Profit Streak | 0 | 0 | 548.7051 | 497.7051 | 556.0384 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423204 | 434241 | -126623 | -579432 | -9074 | -580734 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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